+301.9%
LSBK vs SPY
+718.6%
-416.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +1.3% | -2.7% | +4.0% | +1.7% |
| 30D | +5.5% | -5.4% | +10.9% | +6.3% |
| 3M | +10.4% | -4.1% | +14.5% | +11.0% |
| 6M | +20.1% | +0.7% | +19.4% | +19.9% |
| YTD | +31.4% | +8.7% | +22.7% | +29.8% |
| 1Y | +39.3% | +10.9% | +28.4% | +37.3% |
| 3Y | +174.8% | +75.0% | +99.8% | +155.8% |
| 5Y | +94.8% | +67.8% | +27.0% | +81.5% |
| 10Y | +144.3% | +312.9% | -168.6% | +108.9% |
| All | +301.9% | +718.6% | -416.8% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling